ICICI Bank Ltd APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.44% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 14.96 | |
| 0.0599 | 29.13 | |
| 0.9401 | 497.94 | |
| 0.4500 | 11.40 | |
| 1.3954 | 28.17 |
Estimation Period:
Mar 28, 2000 to Feb 6, 2026
Mar 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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